April 6, 2009

market breadth study ( part 1) - CBOE based indicators

All CBOE market indicators are in the form of Put Call ratios.
I will list the ones I can fully understand but an exhaustive list of all put-call indicators can be found here.

1. OPTION indicators
 
There's only one thing one should know before seeing the indicators below:

Global Options = Index options + Equity options

a. Global CBOE Put Call ratio (available for free at stockcharts.com as $CPC).



b. CBOE Options Equity Put Call ratio ( also available at stockcharts.com as $CPCE )



c. CBOE Index Options Pub Call ratio (see $CPCI at stockcharts.com or market-harmonics.com)



2. LEAPS indicators


    To find out more about LEAPS please visit this link. 
    There's only one indicator based on LEAPS and that is : LEAPS put call ratio. The only free source for daily charts of this indicator is market-harmonics.com